Bank Stress Testing of Physical Risks under Climate Change Macro Scenarios : Typhoon Risks to the Philippines /
Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank staff collaborated to develop an experimental macro scenario stress testing approach to examine physical risks for banks by building a dynamic stochastic general equilibrium model link...
| Hovedforfatter: | Hallegatte, Stephane |
|---|---|
| Andre forfattere: | Lipinsky, Fabian, Morales, Paola, Oura, Hiroko |
| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2022.
|
| Serier: | IMF Working Papers; Working Paper ;
No. 2022/163 |
| Fag: | |
| Online adgang: | Full text available on IMF |
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